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YSPY vs. PLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YSPY vs. PLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares YieldBOOST SPY ETF (YSPY) and PLTR WeeklyPay™ ETF (PLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YSPY achieves a 3.10% return, which is significantly higher than PLTW's -30.02% return.


YSPY

1D
-0.03%
1M
0.42%
YTD
3.10%
6M
4.22%
1Y
23.83%
3Y*
5Y*
10Y*

PLTW

1D
0.62%
1M
-2.19%
YTD
-30.02%
6M
-31.89%
1Y
-1.06%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YSPY vs. PLTW - Yearly Performance Comparison


2026 (YTD)2025
YSPY
GraniteShares YieldBOOST SPY ETF
3.10%8.36%
PLTW
PLTR WeeklyPay™ ETF
-30.02%114.63%

Correlation

The correlation between YSPY and PLTW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2025

0.47

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Return for Risk

YSPY vs. PLTW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

YSPY
YSPY Risk / Return Rank: 3939
Overall Rank
YSPY Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
YSPY Sortino Ratio Rank: 3232
Sortino Ratio Rank
YSPY Omega Ratio Rank: 4747
Omega Ratio Rank
YSPY Calmar Ratio Rank: 3737
Calmar Ratio Rank
YSPY Martin Ratio Rank: 4141
Martin Ratio Rank

PLTW
PLTW Risk / Return Rank: 1010
Overall Rank
PLTW Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PLTW Sortino Ratio Rank: 1212
Sortino Ratio Rank
PLTW Omega Ratio Rank: 1212
Omega Ratio Rank
PLTW Calmar Ratio Rank: 99
Calmar Ratio Rank
PLTW Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

YSPY vs. PLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SPY ETF (YSPY) and PLTR WeeklyPay™ ETF (PLTW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


YSPYPLTWDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.18

Omega ratioGain probability vs. loss probability

1.27

1.05

+0.22

Calmar ratioReturn relative to maximum drawdown

1.64

-0.02

+1.66

Martin ratioReturn relative to average drawdown

6.06

-0.04

+6.10

YSPY vs. PLTW - Sharpe Ratio Comparison

The current YSPY Sharpe Ratio is 1.25, which is higher than the PLTW Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of YSPY and PLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


YSPYPLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

-0.02

+1.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.12

+0.34

Drawdowns

YSPY vs. PLTW - Drawdown Comparison

The maximum YSPY drawdown since its inception was -18.74%, smaller than the maximum PLTW drawdown of -46.29%. Use the drawdown chart below to compare losses from any high point for YSPY and PLTW.


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Drawdown Indicators


YSPYPLTWDifference

Max Drawdown

Largest peak-to-trough decline

-18.74%

-46.29%

+27.55%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-46.29%

+31.69%

Current Drawdown

Current decline from peak

-2.73%

-42.76%

+40.03%

Average Drawdown

Average peak-to-trough decline

-4.97%

-19.77%

+14.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.94%

25.60%

-21.66%

Volatility

YSPY vs. PLTW - Volatility Comparison

The current volatility for GraniteShares YieldBOOST SPY ETF (YSPY) is 2.68%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 20.82%. This indicates that YSPY experiences smaller price fluctuations and is considered to be less risky than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YSPYPLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.68%

20.82%

-18.14%

Volatility (6M)

Calculated over the trailing 6-month period

14.35%

46.37%

-32.02%

Volatility (1Y)

Calculated over the trailing 1-year period

19.24%

60.86%

-41.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.28%

72.69%

-51.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.28%

72.69%

-51.41%

YSPY vs. PLTW - Expense Ratio Comparison

YSPY has a 1.07% expense ratio, which is higher than PLTW's 0.99% expense ratio.


Dividends

YSPY vs. PLTW - Dividend Comparison

YSPY's dividend yield for the trailing twelve months is around 57.64%, less than PLTW's 131.89% yield.


PositionTTM2025
PLTW
PLTR WeeklyPay™ ETF
131.89%72.40%
YSPY
GraniteShares YieldBOOST SPY ETF
57.64%45.57%

Frequently Asked Questions


YSPY and PLTW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PLTW has higher volatility (20.82%) compared to YSPY (2.68%). In terms of maximum drawdown, YSPY dropped -18.74% vs PLTW's -46.29%.

On 1-year performance, YSPY leads with 23.83% vs -1.06% for PLTW. On fees, PLTW is cheaper at 0.99% per year. On volatility, YSPY has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, YSPY has performed better with a 23.83% return vs -1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PLTW is cheaper with a 0.99% expense ratio, compared with 1.07% for YSPY.

PLTW has the higher dividend yield at 131.89%, compared with 57.64% for YSPY.

YSPY is categorized as Leveraged Equities, while PLTW is Derivative Income. They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 1.07% for YSPY and 0.99% for PLTW.

YSPY currently has the higher Sharpe Ratio (1.25 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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